Search Results - "Burrage, P.M."

A VARIABLE STEPSIZE IMPLEMENTATION FOR STOCHASTIC DIFFERENTIAL EQUATIONS.

Authors: Burrage, P.M. Burrage, K.

Source: SIAM Journal on Scientific Computing. 2002, Vol. 24 Issue 3, p848. 17p.

Subjects: Stochastic differential equations, Runge-Kutta formulas

Adaptive stepsize based on control theory for stochastic differential equations

Authors: Burrage, P.M. Herdiana, R. Burrage, K.

Source: Journal of Computational & Applied Mathematics. Sep2004, Vol. 170 Issue 2, p317-336. 20p.

Subjects: Stochastic differential equations, Control theory (Engineering), Industrial efficiency, Stochastic processes

ADAMS-TYPE METHODS FOR THE NUMERICAL SOLUTION OF STOCHASTIC ORDINARYDIFFERENTIAL EQUATIONS.

Authors: BRUGNANO, L. BURRAGE, K. BURRAGE, P.M.

Source: BIT: Numerical Mathematics; Sep2000, Vol. 40 Issue 3, p451, 20p

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

Authors: Carletti, M. Burrage, K. Burrage, P.M.

Source: Mathematics & Computers in Simulation; Jan2004, Vol. 64 Issue 2, p271, 7p